+452.3%
SIMO vs RRX
+4.1%
+448.2%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.5% | +5.6% | +5.9% |
| 7D | +14.6% | +4.3% | +10.3% | +12.6% |
| 30D | +6.2% | -8.0% | +14.2% | +10.3% |
| 3M | +3.6% | -22.0% | +25.6% | +15.3% |
| 6M | +130.8% | -11.9% | +142.7% | +143.7% |
| YTD | +195.8% | +17.1% | +178.7% | +178.2% |
| 1Y | +225.0% | +14.9% | +210.1% | +207.2% |
| 3Y | +452.3% | +6.9% | +445.4% | +455.3% |
| All | +452.3% | +4.1% | +448.2% | +455.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded RRX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling